spsur: An R Package for Dealing with Spatial Seemingly Unrelated Regression Models

Spatial seemingly unrelated regression (spatial SUR) models are a useful multiequational econometric specification to simultaneously incorporate spatial effects and correlated error terms across equations. The purpose of the spsur R package is to supply a complete set of functions to test for spati...

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Hlavní autoři:	Román Mínguez, Fernando A. López, Jesús Mur
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	Foundation for Open Access Statistics 2022-10-01
Edice:	Journal of Statistical Software
Témata:	spatial seemingly unrelated regression models lagrange multipliers test maximum likelihood instrumental variables panel data R package
On-line přístup:	https://www.jstatsoft.org/index.php/jss/article/view/4097
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